-51.1%
VLRS vs SPY
+461.6%
-512.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -18.2% | +0.1% | -18.2% | -18.1% |
| 3M | -12.0% | +2.0% | -13.9% | -13.8% |
| 6M | -10.1% | +13.0% | -23.1% | -22.5% |
| YTD | -22.9% | +13.5% | -36.4% | -34.0% |
| 1Y | +12.1% | +20.0% | -7.9% | -10.7% |
| 3Y | -29.9% | +77.2% | -107.1% | -67.2% |
| 5Y | -66.2% | +81.9% | -148.1% | -84.4% |
| 10Y | -61.9% | +314.1% | -376.0% | -92.0% |
| All | -51.1% | +461.6% | -512.7% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling